We summarize our theoretical studies for stopping power of energetic heavy ion, diatomic molecular ions and small clusters penetrating through plasmas. As a relevant research field for the heavy ion inertial confinement fusion (HICF), we lay the emphasis on the dynamic polarization and correlation effects of the constituent ion within the molecular ion and cluster for stopping power in order to disclose the role of the vicinage effect on the Coulomb explosion and energy deposition of molecules and clusters in plasma. On the other hand, as a promising scheme for ICF, both a strong laser field and an intense ion beam are used to irradiate a plasma target. So the influence of a strong laser field on stopping power is significant. We discussed a large range of laser and plasma parameters on the coulomb explosion and stopping power for correlated-ion cluster and C60 cluster. Furthermore, in order to indicate the effects of different cluster types and sizes on the stopping power, a comparison is made for hydrogen and carbon clusters. In addition, the deflection of molecular axis for diatomic molecules during the Coulomb explosion is also given for the cases both in the presence of a laser field and laser free. Finally, a future experimental scheme is put forward to measure molecular ion stopping power in plasmas in Xi’an Jiaotong University of China.